I just did that part. For me the person who is standing in the middle of the calm lands, near the shop, asked if I wanted to train one or just ride one. All you need to do for now is ride one, and you know where to go from there i think. He might not be there depending on how far along you are in the game. I just beat Lady Yunalesca, so if your not that far I recommend beating her.
-Nothingface